+1,676.8%
AME vs LDOS
+509.1%
+1,167.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | -11.4% | -3.7% | -7.7% | -10.4% |
| 30D | -12.1% | +16.4% | -28.5% | -17.6% |
| 3M | -12.3% | +7.4% | -19.8% | -15.7% |
| 6M | -4.6% | -0.3% | -4.3% | -6.3% |
| YTD | +9.1% | -24.0% | +33.1% | +18.0% |
| 1Y | +13.3% | -29.6% | +42.8% | +26.4% |
| 3Y | +58.2% | +35.1% | +23.1% | +29.1% |
| 5Y | +63.4% | +52.9% | +10.5% | +23.1% |
| 10Y | +436.7% | +262.2% | +174.5% | +173.8% |
| All | +1,676.8% | +509.1% | +1,167.7% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling